-38.5%
DXCM vs VXX
-95.6%
+57.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -2.5% |
| 7D | -5.5% | +2.0% | -7.5% | -5.2% |
| 30D | -8.6% | -7.1% | -1.5% | -9.7% |
| 3M | +10.3% | -28.6% | +39.0% | +4.3% |
| 6M | +25.2% | -44.0% | +69.2% | +14.4% |
| YTD | +25.1% | -31.7% | +56.8% | +19.4% |
| 1Y | +9.2% | -46.3% | +55.6% | +0.8% |
| 3Y | -22.6% | -78.3% | +55.6% | -34.7% |
| All | -38.5% | -95.6% | +57.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling